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[![image](https://img.shields.io/pypi/v/zvt.svg)](https://pypi.org/project/zvt/) | ||
[![image](https://img.shields.io/pypi/l/zvt.svg)](https://pypi.org/project/zvt/) | ||
[![image](https://img.shields.io/pypi/pyversions/zvt.svg)](https://pypi.org/project/zvt/) | ||
[![Build Status](https://api.travis-ci.org/zvtvz/zvt.svg?branch=master)](https://travis-ci.org/zvtvz/zvt) | ||
[![codecov.io](https://codecov.io/github/zvtvz/zvt/coverage.svg?branch=master)](https://codecov.io/github/zvtvz/zvt) | ||
[![HitCount](http://hits.dwyl.io/zvtvz/zvt.svg)](http://hits.dwyl.io/zvtvz/zvt) | ||
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**Read this in other languages: [English](README-en.md).** | ||
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ZVT is a quant trading platform written after rethinking trading based on [fooltrader](https://github.com/foolcage/fooltrader), | ||
which includes scalable data recorder, api, factor calculation, stock picking, backtesting, and unified visualization layer, | ||
focus on **low frequency**, **multi-level**, **multi-targets** full market analysis and trading framework. | ||
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## 🔖 Useage examples | ||
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### Sector fund flow analysis | ||
<p align="center"><img src='./docs/imgs/data-usage/money-flow.gif'/></p> | ||
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### Market history pe distribution | ||
<p align="center"><img src='./docs/imgs/data-usage/sh-pe-distribution.gif'/></p> | ||
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### Multi-market pe comparison | ||
<p align="center"><img src='./docs/imgs/data-usage/compare-pe.gif'/></p> | ||
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### Margin financing trend | ||
<p align="center"><img src='./docs/imgs/data-usage/margin-trending.gif'/></p> | ||
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### Foreign capital flow (Shanghai / Shenzhen-Hong Kong Stock Connect) | ||
<p align="center"><img src='./docs/imgs/data-usage/cross-market-trading.gif'/></p> | ||
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### Dividend comparison | ||
<p align="center"><img src='./docs/imgs/data-usage/compare-dividend.gif'/></p> | ||
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### Dividend financing comparison | ||
<p align="center"><img src='./docs/imgs/data-usage/filter-entity.gif'/></p> | ||
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### Balance sheet analysis | ||
<p align="center"><img src='./docs/imgs/data-usage/balance-sheet.gif'/></p> | ||
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### Custom factor | ||
<p align="center"><img src='./docs/imgs/data-usage/tech-factor.gif'/></p> | ||
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## examples | ||
[*code examples*](./zvt/trader/examples) | ||
### Algorithmic trading signals and performance | ||
<p align="center"><img src='./docs/imgs/trader_list_view.gif'/></p> | ||
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### Multi-targets transaction | ||
<p align="center"><img src='./docs/imgs/multiple-stock-macd.gif'/></p> | ||
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### real time digital currency trading | ||
<p align="center"><img src='./docs/imgs/realtime_signals.gif'/></p> | ||
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### stock picker | ||
<p align="center"><img src='./docs/imgs/fundamental-selector-in-notebook.png'/></p> | ||
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<p align="center"><img src='./docs/imgs/technical-selector-in-notebook.gif'/></p> | ||
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The entire framework is highly scalable, and only needs to write very little code to expand each module. The extended tutorials for each module are to be improved, and waiting for your contribution. | ||
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## ✨ Features | ||
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- **Enrich comprehensive out-of-the-box and updatable data** | ||
- china market data: stock meta, financial statements, major shareholder behavior, executive transactions, dividend financing details, stock market capital flow, margin financing, dragon and tiger charts, etc. | ||
- Market pe, pb, capital flow, margin financing, foreign investment trends, etc. | ||
- crypto currency data | ||
- Standardization of data, multi-data source (provider) cross-validation, completion | ||
- **Simple and extensible data framework** | ||
- **Uniform and simple API, support sql query, support pandas** | ||
- Scalable factor, abstracting a unified calculation for single- and multi-targets operations | ||
- Provides a unified way of visualizing the factor | ||
- **Concise and unified visual analysis method** | ||
- Support multi-targets, multi-factor, multi-level backtesting | ||
- Real-time visualization of factors, trading signals and strategies | ||
- Support a variety of real trading (implementation) | ||
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## 🔰 install | ||
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### quick start | ||
#### 1.clone | ||
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``` | ||
git clone https://github.com/zvtvz/zvt.git | ||
``` | ||
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setup virtual env(python>=3.6),install requirements | ||
``` | ||
pip3 install -r requirements.txt | ||
``` | ||
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#### 2.import the project(pycharm is good for it,vscode is ok too) | ||
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unzip data sample for the tests | ||
``` | ||
python3 init_data_sample.py | ||
pytest tests | ||
``` | ||
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#### 3.download the data and run | ||
change DATA_PATH(default datasample is just for testing) | ||
``` | ||
DATA_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', 'data')) | ||
``` | ||
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eastmoney: https://pan.baidu.com/s/1CMAlCRYwlhGVxS6drYUEgA 提取码: q2qn | ||
netease: https://pan.baidu.com/s/1kMhEVO0kH_Pn6wXKyqvJEA 提取码: ijxg | ||
sina: https://pan.baidu.com/s/1eusW65sdK_WE4icnt8JS1g 提取码: uux3 | ||
joinquant: https://pan.baidu.com/s/1ijrgjUd1WkRMONrwRQU-4w 提取码: dipd | ||
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unzip them to DATA_PATH | ||
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run the main entry app | ||
``` | ||
python3 index.py | ||
``` | ||
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for updating the data,please refer to [recorders](./zvt/recorders) | ||
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## detailed documentation | ||
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[http://zvt.foolcage.com](http://zvt.foolcage.com) | ||
[https://zvtvz.github.io/zvt](https://zvtvz.github.io/zvt) | ||
> docs is waiting for your contribution,especially english docs | ||
## 💌 buy me a cup of coffee | ||
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If you think the project is helpful to you, you can buy me a cup of coffee | ||
<img src="./docs/imgs/alipay-cn.png" width="25%" alt="Alipay"> | ||
<img src="./docs/imgs/wechat-cn.png" width="25%" alt="Wechat"> | ||
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## 💡 contribution | ||
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Looking forward to more developers participating in the development of zvt, I will promise Reivew PR as soon as possible and respond promptly. But submit PR please make sure | ||
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1. Pass all unit tests, if it is new, please add unit test to it | ||
2. Compliance with development specifications | ||
3. Update the corresponding document if needed | ||
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Developers are also welcome to provide more examples for zvt to complement the documentation, located at [zvt/docs] (https://github.com/zvtvz/zvt/docs) | ||
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## Contact information | ||
QQ group:300911873 | ||
check http://www.imqq.com/html/FAQ_en/html/Discussions_3.html | ||
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wechat Public number (some tutorials would be here): | ||
<img src="./docs/imgs/gongzhonghao.jpg" width="25%" alt="Wechat"> |
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- [快速开始](README.md "zvt quick start") | ||
- [设计哲学](design-philosophy.md "zvt design philosophy") | ||
- [简介](README.md "about zvt") | ||
- [快速开始](quick-start.md "zvt quick start") | ||
- [数据](data.md "zvt data") | ||
- [因子计算](factor.md "zvt factor") | ||
- [回测](trader.md "zvt trader") | ||
- [设计哲学](design-philosophy.md "zvt design philosophy") | ||
- [支持项目](donate.md "donate for zvt") |
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## 💡贡献 | ||
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期待能有更多的开发者参与到 zvt 的开发中来,我会保证尽快 Reivew PR 并且及时回复。但提交 PR 请确保 | ||
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1. 通过所有单元测试,如若是新功能,请为其新增单元测试 | ||
2. 遵守开发规范 | ||
3. 如若需要,请更新相对应的文档 | ||
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也非常欢迎开发者能为 zvt 提供更多的示例,共同来完善文档。 | ||
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## 💌请作者喝杯咖啡 | ||
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如果你觉得项目对你有帮助,可以请作者喝杯咖啡 | ||
<img src="./imgs/alipay-cn.png" width="25%" alt="Alipay"> | ||
<img src="./imgs/wechat-cn.png" width="25%" alt="Wechat"> | ||
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## 🤝联系方式 | ||
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QQ群:300911873 | ||
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个人微信:foolcage 添加暗号:zvt | ||
<img src="./imgs/wechat.jpeg" width="25%" alt="Wechat"> | ||
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------ | ||
公众号: | ||
<img src="./imgs/gongzhonghao.jpg" width="25%" alt="Wechat"> | ||
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------ | ||
知乎专栏: | ||
https://zhuanlan.zhihu.com/automoney |
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